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Journal of the Royal Statistical Society Series B

1999 - 2018

Current editor(s): P. Fryzlewicz and I. Van Keilegom

From Royal Statistical Society
Contact information at EDIRC.

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Volume 80, issue 5, 2018

The correlated pseudomarginal method pp. 839-870 Downloads
George Deligiannidis, Arnaud Doucet and Michael K. Pitt
Random‐walk models of network formation and sequential Monte Carlo methods for graphs pp. 871-898 Downloads
Benjamin Bloem‐Reddy and Peter Orbanz
An imputation–regularized optimization algorithm for high dimensional missing data problems and beyond pp. 899-926 Downloads
Faming Liang, Bochao Jia, Jingnan Xue, Qizhai Li and Ye Luo
Multiple matrix Gaussian graphs estimation pp. 927-950 Downloads
Yunzhang Zhu and Lexin Li
Detecting heteroscedasticity in non‐parametric regression using weighted empirical processes pp. 951-974 Downloads
Justin Chown and Ursula U. Müller
Hybrid quantile regression estimation for time series models with conditional heteroscedasticity pp. 975-993 Downloads
Yao Zheng, Qianqian Zhu, Guodong Li and Zhijie Xiao
Full likelihood inference for abundance from continuous time capture–recapture data pp. 995-1014 Downloads
Yang Liu, Yukun Liu, Pengfei Li and Jing Qin
False discovery rate control for high dimensional networks of quantile associations conditioning on covariates pp. 1015-1034 Downloads
Jichun Xie and Ruosha Li
On mitigating the analytical limitations of finely stratified experiments pp. 1035-1056 Downloads
Colin B. Fogarty
Sparse generalized eigenvalue problem: optimal statistical rates via truncated Rayleigh flow pp. 1057-1086 Downloads
Kean Ming Tan, Zhaoran Wang, Han Liu and Tong Zhang
Bayesian regression tree ensembles that adapt to smoothness and sparsity pp. 1087-1110 Downloads
Antonio R. Linero and Yun Yang

Volume 80, issue 4, 2018

Approximate residual balancing: debiased inference of average treatment effects in high dimensions pp. 597-623 Downloads
Susan Athey, Guido W. Imbens and Stefan Wager
Semiparametrically efficient estimation in quantile regression of secondary analysis pp. 625-648 Downloads
Liang Liang, Yanyuan Ma, Ying Wei and Raymond J. Carroll
AdaPT: an interactive procedure for multiple testing with side information pp. 649-679 Downloads
Lihua Lei and William Fithian
Maximin projection learning for optimal treatment decision with heterogeneous individualized treatment effects pp. 681-702 Downloads
Chengchun Shi, Rui Song, Wenbin Lu and Bo Fu
Estimated Wold representation and spectral‐density‐driven bootstrap for time series pp. 703-726 Downloads
Jonas Krampe, Jens‐Peter Kreiss and Efstathios Paparoditis
Bayesian inference for Gaussian graphical models beyond decomposable graphs pp. 727-747 Downloads
Kshitij Khare, Bala Rajaratnam and Abhishek Saha
Auxiliary gradient‐based sampling algorithms pp. 749-767 Downloads
Michalis K. Titsias and Omiros Papaspiliopoulos
Modelling non‐stationary multivariate time series of counts via common factors pp. 769-791 Downloads
Fangfang Wang and Haonan Wang
Confidence intervals for causal effects with invalid instruments by using two‐stage hard thresholding with voting pp. 793-815 Downloads
Zijian Guo, Hyunseung Kang, T. Tony Cai and Dylan S. Small
Asymptotic properties and information criteria for misspecified generalized linear mixed models pp. 817-836 Downloads
Dalei Yu, Xinyu Zhang and Kelvin K. W. Yau

Volume 80, issue 3, 2018

Testing mutual independence in high dimension via distance covariance pp. 455-480 Downloads
Shun Yao, Xianyang Zhang and Xiaofeng Shao
Random networks, graphical models and exchangeability pp. 481-508 Downloads
Steffen Lauritzen, Alessandro Rinaldo and Kayvan Sadeghi
Detecting and dating structural breaks in functional data without dimension reduction pp. 509-529 Downloads
Alexander Aue, Gregory Rice and Ozan Sönmez
Bounded, efficient and multiply robust estimation of average treatment effects using instrumental variables pp. 531-550 Downloads
Linbo Wang and Eric Tchetgen Tchetgen
Panning for gold: ‘model†X’ knockoffs for high dimensional controlled variable selection pp. 551-577 Downloads
Emmanuel Candès, Yingying Fan, Lucas Janson and Jinchi Lv
Semi†supervised approaches to efficient evaluation of model prediction performance pp. 579-594 Downloads
Jessica L. Gronsbell and Tianxi Cai

Volume 80, issue 2, 2018

Estimation of tail risk based on extreme expectiles pp. 263-292 Downloads
Abdelaati Daouia, Stéphane Girard and Gilles Stupfler
On structure testing for component covariance matrices of a high dimensional mixture pp. 293-318 Downloads
Weiming Li and Jianfeng Yao
From multiple Gaussian sequences to functional data and beyond: a Stein estimation approach pp. 319-342 Downloads
Mark Koudstaal and Fang Yao
Unified empirical likelihood ratio tests for functional concurrent linear models and the phase transition from sparse to dense functional data pp. 343-364 Downloads
Honglang Wang, Ping†Shou Zhong, Yuehua Cui and Yehua Li
A block model for node popularity in networks with community structure pp. 365-386 Downloads
Srijan Sengupta and Yuguo Chen
Matrix variate regressions and envelope models pp. 387-408 Downloads
Shanshan Ding and R. Dennis Cook
Semiparametric dynamic max†copula model for multivariate time series pp. 409-432 Downloads
Zifeng Zhao and Zhengjun Zhang
Testing for marginal linear effects in quantile regression pp. 433-452 Downloads
Huixia Judy Wang, Ian W. McKeague and Min Qian

Volume 80, issue 1, 2018

Report of the Editors—2017 pp. 3-4 Downloads
David Dunson and Piotr Fryzlewicz
Kernel†based tests for joint independence pp. 5-31 Downloads
Niklas Pfister, Peter Bühlmann, Bernhard Schölkopf and Jonas Peters
Statistical inference based on randomly generated auxiliary variables pp. 33-56 Downloads
Barry Schouten
High dimensional change point estimation via sparse projection pp. 57-83 Downloads
Tengyao Wang and Richard J. Samworth
Optimal a priori balance in the design of controlled experiments pp. 85-112 Downloads
Nathan Kallus
Goodness†of†fit tests for high dimensional linear models pp. 113-135 Downloads
Rajen D. Shah and Peter Bühlmann
False discovery proportion estimation by permutations: confidence for significance analysis of microarrays pp. 137-155 Downloads
Jesse Hemerik and Jelle J. Goeman
Exact Bayesian inference in spatiotemporal Cox processes driven by multivariate Gaussian processes pp. 157-175 Downloads
Flávio B. Gonçalves and Dani Gamerman
Another look at distance†weighted discrimination pp. 177-198 Downloads
Boxiang Wang and Hui Zou
Expectation propagation in the large data limit pp. 199-217 Downloads
Guillaume Dehaene and Simon Barthelmé
Inference for empirical Wasserstein distances on finite spaces pp. 219-238 Downloads
Max Sommerfeld and Axel Munk
A geometric approach to confidence regions and bands for functional parameters pp. 239-260 Downloads
Hyunphil Choi and Matthew Reimherr

Volume 79, issue 5, 2017

Sparse graphs using exchangeable random measures pp. 1295-1366 Downloads
François Caron and Emily B. Fox
A coverage theory for least squares pp. 1367-1389 Downloads
Algo Carè, Simone Garatti and Marco C. Campi
Parameter stability and semiparametric inference in time varying auto-regressive conditional heteroscedasticity models pp. 1391-1414 Downloads
Lionel Truquet
Testing and confidence intervals for high dimensional proportional hazards models pp. 1415-1437 Downloads
Ethan X. Fang, Yang Ning and Han Liu
A Bayesian decision theoretic model of sequential experimentation with delayed response pp. 1439-1462 Downloads
Stephen Chick, Martin Forster and Paolo Pertile
Rank-based procedures in factorial designs: hypotheses about non-parametric treatment effects pp. 1463-1485 Downloads
Edgar Brunner, Frank Konietschke, Markus Pauly and Madan L. Puri
Semiparametric dose finding methods pp. 1487-1508 Downloads
M. Clertant and J. O’Quigley
Robust estimation of encouragement design intervention effects transported across sites pp. 1509-1525 Downloads
Kara E. Rudolph and Mark J. Laan
Convex clustering via l 1 fusion penalization pp. 1527-1546 Downloads
Peter Radchenko and Gourab Mukherjee
Optimal group testing designs for estimating prevalence with uncertain testing errors pp. 1547-1563 Downloads
Shih-Hao Huang, Mong-Na Lo Huang, Kerby Shedden and Weng Kee Wong
Concordance-assisted learning for estimating optimal individualized treatment regimes pp. 1565-1582 Downloads
Caiyun Fan, Wenbin Lu, Rui Song and Yong Zhou
Joint non-parametric correction estimator for excess relative risk regression in survival analysis with exposure measurement error pp. 1583-1599 Downloads
Ching-Yun Wang, Harry Cullings, Xiao Song and Kenneth J. Kopecky
Estimation of the common mean from heterogeneous normal observations with unknown variances pp. 1601-1618 Downloads
Andrew L. Rukhin
Quantile spectral analysis for locally stationary time series pp. 1619-1643 Downloads
Stefan Birr, Stanislav Volgushev, Tobias Kley, Holger Dette and Marc Hallin
Direct and indirect treatment effects–causal chains and mediation analysis with instrumental variables pp. 1645-1666 Downloads
Markus Frölich and Martin Huber

Volume 79, issue 4, 2017

Random-projection ensemble classification pp. 959-1035 Downloads
Timothy I. Cannings and Richard J. Samworth
EigenPrism: inference for high dimensional signal-to-noise ratios pp. 1037-1065 Downloads
Lucas Janson, Rina Foygel Barber and Emmanuel Candès
Detection of adaptive shifts on phylogenies by using shifted stochastic processes on a tree pp. 1067-1093 Downloads
Paul Bastide, Mahendra Mariadassou and Stéphane Robin
A minimum relative entropy based correlation model between the response and covariates pp. 1095-1118 Downloads
Bhaskar Bhattacharya and Mohammad Al-talib
Statistical clustering of temporal networks through a dynamic stochastic block model pp. 1119-1141 Downloads
Catherine Matias and Vincent Miele
Estimation of the false discovery proportion with unknown dependence pp. 1143-1164 Downloads
Jianqing Fan and Xu Han
On estimation of optimal treatment regimes for maximizing t-year survival probability pp. 1165-1185 Downloads
Runchao Jiang, Wenbin Lu, Rui Song and Marie Davidian
Change point estimation in high dimensional Markov random-field models pp. 1187-1206 Downloads
Sandipan Roy, Yves Atchadé and George Michailidis
Heterogeneous change point inference pp. 1207-1227 Downloads
Florian Pein, Hannes Sieling and Axel Munk
Non-parametric methods for doubly robust estimation of continuous treatment effects pp. 1229-1245 Downloads
Edward H. Kennedy, Zongming Ma, Matthew D. McHugh and Dylan S. Small
The p-filter: multilayer false discovery rate control for grouped hypotheses pp. 1247-1268 Downloads
Rina Foygel Barber and Aaditya Ramdas
Maximum likelihood estimation for linear Gaussian covariance models pp. 1269-1292 Downloads
Piotr Zwiernik, Caroline Uhler and Donald Richards

Volume 79, issue 3, 2017

Theoretical guarantees for approximate sampling from smooth and log-concave densities pp. 651-676 Downloads
Arnak Dalalyan
High dimensional correlation matrices: the central limit theorem and its applications pp. 677-693 Downloads
Jiti Gao, Xiao Han, Guangming Pan and Yanrong Yang
Control functionals for Monte Carlo integration pp. 695-718 Downloads
Chris J. Oates, Mark Girolami and Nicolas Chopin
Causal analysis of ordinal treatments and binary outcomes under truncation by death pp. 719-735 Downloads
Linbo Wang, Thomas S. Richardson and Xiao-Hua Zhou
Local explosion modelling by non-causal process pp. 737-756 Downloads
Christian Gourieroux and Jean-Michel Zakoian
Principal stratification analysis using principal scores pp. 757-777 Downloads
Peng Ding and Jiannan Lu
Additive model building for spatial regression pp. 779-800 Downloads
Siddhartha Nandy, Chae Young Lim and Tapabrata Maiti
Admissibility of the usual confidence set for the mean of a univariate or bivariate normal population: the unknown variance case pp. 801-813 Downloads
Hannes Leeb and Paul Kabaila
Regionalization of multiscale spatial processes by using a criterion for spatial aggregation error pp. 815-832 Downloads
Jonathan R. Bradley, Christopher K. Wikle and Scott H. Holan
Continuous auto-regressive moving average random fields on ℝ-super-n pp. 833-857 Downloads
Peter J. Brockwell and Yasumasa Matsuda
Optimal designs for longitudinal and functional data pp. 859-876 Downloads
Hao Ji and Hans-Georg Müller
Bayesian inference for Matérn repulsive processes pp. 877-897 Downloads
Vinayak Rao, Ryan P. Adams and David D. Dunson
Provable sparse tensor decomposition pp. 899-916 Downloads
Will Wei Sun, Junwei Lu, Han Liu and Guang Cheng
Mediation analysis with time varying exposures and mediators pp. 917-938 Downloads
Tyler J. VanderWeele and Eric J. Tchetgen Tchetgen
Linear and conic programming estimators in high dimensional errors-in-variables models pp. 939-956 Downloads
Alexandre Belloni, Mathieu Rosenbaum and Alexandre B. Tsybakov

Volume 79, issue 2, 2017

A Bayesian information criterion for singular models pp. 323-380 Downloads
Mathias Drton and Martyn Plummer
Global envelope tests for spatial processes pp. 381-404 Downloads
Mari Myllymäki, Tomáš Mrkvička, Pavel Grabarnik, Henri Seijo and Ute Hahn
High dimensional semiparametric latent graphical model for mixed data pp. 405-421 Downloads
Jianqing Fan, Han Liu, Yang Ning and Hui Zou
Testing against a linear regression model using ideas from shape-restricted estimation pp. 423-448 Downloads
Bodhisattva Sen and Mary Meyer
Estimation of extreme depth-based quantile regions pp. 449-461 Downloads
Yi He and John H. J. Einmahl
Regression models on Riemannian symmetric spaces pp. 463-482 Downloads
Emil Cornea, Hongtu Zhu, Peter Kim and Joseph G. Ibrahim
Extending the Archimedean copula methodology to model multivariate survival data grouped in clusters of variable size pp. 483-505 Downloads
Leen Prenen, Roel Braekers and Luc Duchateau
Oracally efficient estimation and consistent model selection for auto-regressive moving average time series with trend pp. 507-524 Downloads
Qin Shao and Lijian Yang
Compound random measures and their use in Bayesian non-parametrics pp. 525-545 Downloads
Jim E. Griffin and Fabrizio Leisen
Probabilistic multi-resolution scanning for two-sample differences pp. 547-572 Downloads
Jacopo Soriano and Li Ma
Efficient estimation of semiparametric transformation models for the cumulative incidence of competing risks pp. 573-587 Downloads
Lu Mao and D. Y. Lin
Confidence intervals and regions for the lasso by using stochastic variational inequality techniques in optimization pp. 589-611 Downloads
Shu Lu, Yufeng Liu, Liang Yin and Kai Zhang
On the exact region determined by Kendall's τ and Spearman's ρ pp. 613-633 Downloads
Manuela Schreyer, Roland Paulin and Wolfgang Trutschnig
A frequentist approach to computer model calibration pp. 635-648 Downloads
Raymond K. W. Wong, Curtis B. Storlie and Thomas C. M. Lee

Volume 79, issue 1, 2017

Report of the Editors—2016 pp. 3-4 Downloads
David Dunson and Piotr Fryzlewicz
Classification of non-parametric regression functions in longitudinal data models pp. 5-27 Downloads
Michael Vogt and Oliver Linton
Detection of change in the spatiotemporal mean function pp. 29-50 Downloads
Oleksandr Gromenko, Piotr Kokoszka and Matthew Reimherr
On estimation of the noise variance in high dimensional probabilistic principal component analysis pp. 51-67 Downloads
Damien Passemier, Zhaoyuan Li and Jianfeng Yao
Laplace deconvolution on the basis of time domain data and its application to dynamic contrast-enhanced imaging pp. 69-94 Downloads
Fabienne Comte, Charles-A. Cuenod, Marianna Pensky and Yves Rozenholc
A test for stationarity for irregularly spaced spatial data pp. 95-123 Downloads
Soutir Bandyopadhyay and Suhasini Subba Rao
The normal law under linear restrictions: simulation and estimation via minimax tilting pp. 125-148 Downloads
Z. I. Botev
Modelling across extremal dependence classes pp. 149-175 Downloads
J. L. Wadsworth, J. A. Tawn, A. C. Davison and D. M. Elton
Modelling function-valued stochastic processes, with applications to fertility dynamics pp. 177-196 Downloads
Kehui Chen, Pedro Delicado and Hans-Georg Müller
Optimal screening and discovery of sparse signals with applications to multistage high throughput studies pp. 197-223 Downloads
T. Tony Cai and Wenguang Sun
Two-sample testing in high dimensions pp. 225-246 Downloads
Nicolas Städler and Sach Mukherjee
Estimation of high dimensional mean regression in the absence of symmetry and light tail assumptions pp. 247-265 Downloads
Jianqing Fan, Quefeng Li and Yuyan Wang
Fast moment-based estimation for hierarchical models pp. 267-291 Downloads
Patrick O. Perry
Hamiltonian Monte Carlo sampling in Bayesian empirical likelihood computation pp. 293-320 Downloads
Sanjay Chaudhuri, Debashis Mondal and Teng Yin
Page updated 2018-12-16